Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 57'100 | 57'100 | 56'654 | 56'654 | 33'277 CHF | 33'844 CHF | 100.00% | 100.00% |
19.11.2024 | 1.69% | 0.57 CHF | 0.58 CHF | 58'100 | 58'100 | 56'449 | 56'449 | 33'411 CHF | 33'976 CHF | 98.98% | 98.98% |
18.11.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 56'300 | 56'300 | 55'795 | 55'795 | 34'364 CHF | 34'923 CHF | 100.00% | 100.00% |
15.11.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 56'700 | 56'700 | 56'661 | 56'661 | 34'516 CHF | 35'083 CHF | 71.92% | 71.92% |
14.11.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 56'100 | 56'100 | 55'824 | 55'824 | 34'351 CHF | 34'910 CHF | 100.00% | 100.00% |
13.11.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 56'200 | 56'200 | 55'623 | 55'623 | 34'586 CHF | 35'143 CHF | 99.23% | 99.23% |
12.11.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 55'800 | 55'800 | 55'016 | 55'016 | 35'054 CHF | 35'605 CHF | 100.00% | 100.00% |
11.11.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 55'000 | 55'000 | 54'572 | 54'572 | 35'565 CHF | 36'111 CHF | 100.00% | 100.00% |
08.11.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 55'400 | 55'400 | 54'974 | 54'974 | 35'418 CHF | 35'969 CHF | 100.00% | 100.00% |
07.11.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 55'300 | 55'300 | 54'923 | 54'923 | 35'871 CHF | 36'421 CHF | 100.00% | 100.00% |